Search results for: Bayesian network

Authors: Wanhyun Cho, Soonja Kang, Sanggoon Kim, Soonyoung Park

Abstract:

We present probabilistic multinomial Dirichlet classification model for multidimensional data and Gaussian process priors. Here, we have considered an efficient computational method that can be used to obtain the approximate posteriors for latent variables and parameters needed to define the multiclass Gaussian process classification model. We first investigated the process of inducing a posterior distribution for various parameters and latent function by using the variational Bayesian approximations and important sampling method, and next we derived a predictive distribution of latent function needed to classify new samples. The proposed model is applied to classify the synthetic multivariate dataset in order to verify the performance of our model. Experiment result shows that our model is more accurate than the other approximation methods.

Keywords: multinomial dirichlet classification model, Gaussian process priors, variational Bayesian approximation, importance sampling, approximate posterior distribution, marginal likelihood evidence

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Authors: El Miloudi Djelloul

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Based on analysis on applications by perception control technology in computer network security status and security protection measures, from the angles of network physical environment and network software system environmental security, this paper provides network security system perception control solution using Internet of Things (IOT), telecom and other perception technologies. Security Perception Control System is in the computer network environment, utilizing Radio Frequency Identification (RFID) of IOT and telecom integration technology to carry out integration design for systems. In the network physical security environment, RFID temperature, humidity, gas and perception technologies are used to do surveillance on environmental data, dynamic perception technology is used for network system security environment, user-defined security parameters, security log are used for quick data analysis, extends control on I/O interface, by development of API and AT command, Computer Network Security Perception Control based on Internet and GSM/GPRS is achieved, which enables users to carry out interactive perception and control for network security environment by WEB, E-MAIL as well as PDA, mobile phone short message and Internet. In the system testing, through middle ware server, security information data perception in real time with deviation of 3-5% was achieved; it proves the feasibility of Computer Network Security Perception Control System.

Keywords: computer network, perception control system security strategy, Radio Frequency Identification (RFID)

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Authors: Kenichiro Hida, Shin-Ichi Kuribayashi

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In a conventional network, most network devices, such as routers, are dedicated devices that do not have much variation in capacity. In recent years, a new concept of network functions virtualisation (NFV) has come into use. The intention is to implement a variety of network functions with software on general-purpose servers and this allows the network operator to select their capacities and locations without any constraints. This paper focuses on the allocation of NFV-based routing functions which are one of critical network functions, and presents the virtual routing function allocation algorithm that minimizes the total power consumption. In addition, this study presents the useful allocation policy of virtual routing functions, based on an evaluation with a ladder-shaped network model. This policy takes the ratio of the power consumption of a routing function to that of a circuit and traffic distribution between areas into consideration. Furthermore, the present paper shows that there are cases where the use of NFV-based routing functions makes it possible to reduce the total power consumption dramatically, in comparison to a conventional network, in which it is not economically viable to distribute small-capacity routing functions.

Keywords: NFV, resource allocation, virtual routing function, minimum power consumption

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Authors: Vishnu Pratap Singh Kirar

Abstract:

Wireless sensor network (WSN) is a network of many interconnected networked systems, they equipped with energy resources and they are used to detect other physical characteristics. On WSN, there are many researches are performed in past decades. WSN applicable in many security systems govern by military and in many civilian related applications. Thus, the security of WSN gets attention of researchers and gives an opportunity for many future aspects. Still, there are many other issues are related to deployment and overall coverage, scalability, size, energy efficiency, quality of service (QoS), computational power and many more. In this paper we discus about various applications and security related issue and requirements of WSN.

Keywords: wireless sensor network (WSN), wireless network attacks, wireless network security, security requirements

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Authors: S. Chebbi, A. Meddeb

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The distribution networks are often exposed to harmful incidents which can halt the electricity supply of the customer. In this context, we studied a real case of a critical zone of the Tunisian network which is currently characterized by the dysfunction of its plan of protection. In this paper, we were interested in the harmonization of the protection plan settings in order to ensure a perfect selectivity and a better continuity of service on the whole of the network.

Keywords: distribution network Gabes-Tunisia, continuity of service, protection plan settings, selectivity

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Authors: Juha Kettunen

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The study analyzes the quality and the size of the strategic network of higher education institutions and the concept of fitness for purpose in quality assurance. It also analyses the transaction costs of networking that have consequences on the number of members in the network. Empirical evidence is presented from the Consortium on Applied Research and Professional Education, which is a European strategic network of six higher education institutions. The results of the study support the argument that the number of members in the strategic network should be relatively small to provide high-quality results. The practical importance is that networking has been able to promote international research and development projects. The results of this study are important for those who want to design and improve international networks in higher education.

Keywords: higher education, network, research and development, strategic management

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Authors: Wafa’ Alsharafat, Khalid Batiha, Alaa Kassab

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Wireless sensor network (WSN) is comprised of a huge number of small and cheap devices known as sensor nodes. Usually, these sensor nodes are massively and deployed randomly as in Ad-hoc over hostile and harsh environment to sense, collect and transmit data to the needed locations (i.e., base station). One of the main advantages of WSN is that the ability to work in unattended and scattered environments regardless the presence of humans such as remote active volcanoes environments or earthquakes. In WSN expanding network, lifetime is a major concern. Clustering technique is more important to maximize network lifetime. Nature-inspired algorithms are developed and optimized to find optimized solutions for various optimization problems. We proposed Energy Efficient Firefly Algorithm to improve network lifetime as long as possible.

Keywords: wireless network, SN, Firefly, energy efficiency

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Authors: Oluwayemisi O. Alaba, John O. Olaomi

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The 2013 Nigerian Demographic Health Survey (NDHS) data was used to investigate the determinants of family size in Nigeria using the geo-additive model. The fixed effect of categorical covariates were modelled using the diffuse prior, P-spline with second-order random walk for the nonlinear effect of continuous variable, spatial effects followed Markov random field priors while the exchangeable normal priors were used for the random effects of the community and household. The Negative Binomial distribution was used to handle overdispersion of the dependent variable. Inference was fully Bayesian approach. Results showed a declining effect of secondary and higher education of mother, Yoruba tribe, Christianity, family planning, mother giving birth by caesarean section and having a partner who has secondary education on family size. Big family size is positively associated with age at first birth, number of daughters in a household, being gainfully employed, married and living with partner, community and household effects.

Keywords: Bayesian analysis, family size, geo-additive model, negative binomial

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Authors: Dorota Galeza

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This paper argues that networks, such as the ECN and the American network, are affected by certain small events which are inherent to path dependence and preclude the full evolution towards efficiency. It is advocated that the American network is superior to the ECN in many respects due to its greater flexibility and longer history. This stems in particular from the creation of the American network, which was based on a small number of cases. Such a structure encourages further changes and modifications which are not necessarily radical. The ECN, by contrast, was established by legislative action, which explains its rigid structure and resistance to change. This paper is an attempt to transpose the superiority of the American network on to the ECN. It looks at concepts such as judicial cooperation, harmonisation of procedure, peer review and regulatory impact assessments (RIAs), and dispute resolution procedures.

Keywords: antitrust, competition, networks, path dependence

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Authors: G. R. Kavitha, T. S. Indumathi

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With the constantly rising demands of the multimedia services, the requirements of long haul transport network are constantly changing in the area of optical network. Maximum data transmission using optimization of the communication channel poses the biggest challenge. Although there has been a constant focus on this area from the past decade, there was no evidence of a significant result that has been accomplished. Hence, after reviewing some potential design of optical network from literatures, it was understood that optical signal to noise ratio was one of the elementary attributes that can define the performance of the optical network. In this paper, we propose a framework termed as ECON (Enhanced Constraint-based Optical Network) that primarily optimize the optical signal to noise ratio using ROADM. The simulation is performed in Matlab and optical signal to noise ratio is extracted considering the system matrix. The outcome of the proposed study shows that optimized OSNR as compared to the existing studies.

Keywords: component, optical network, reconfigurable optical add-drop multiplexer, optical signal-to-noise ratio

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Authors: C. Temaneh-Nyah, F. A. Phiri, D. Karegeya

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This paper presents an algorithm for obtaining the map of subscriber’s density distribution for a mobile wireless communication network based on the actual subscriber's traffic data obtained from the base station. This is useful in statistical characterization of the mobile wireless network.

Keywords: electromagnetic compatibility, statistical analysis, simulation of communication network, subscriber density

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Authors: Gregory D. Saxton

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Networks are everywhere: lunch ties among co-workers, golfing partnerships among employees, interlocking board-of-director connections, Facebook friendship ties, etc. Each network varies in terms of its structure -its size, how inter-connected network members are, and the prevalence of sub-groups and cliques. At the same time, within any given network, some network members will have a more important, more central position on account of their greater number of connections or their capacity as “bridges” connecting members of different network cliques. The logic of network structure and position is at the heart of what is known as social network analysis, and this paper applies this logic to the study of the stock market. Using an array of data analytics and machine learning tools, this study will examine 17 million Twitter messages discussing the stocks of the firms in the S&P 1,500 index in 2018. Each of these 1,500 stocks has a distinct Twitter discussion network that varies in terms of core network characteristics such as size, density, influence, norms and values, level of activity, and embedded resources. The study’s core proposition is that the ultimate effect of any market-relevant information is contingent on the characteristics of the network through which it flows. To test this proposition, this study operationalizes each of the core network characteristics and examines their influence on market reactions to 2018 quarterly earnings announcement events.

Keywords: data analytics, investor-to-investor communication, social network analysis, Twitter

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Authors: Alireza Vahid, Santu Rana, Sunil Gupta, Pratibha Vellanki, Svetha Venkatesh, Thomas Dorin

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Aluminum is the preferred material for lightweight applications and its alloys are constantly improving. The high strength 7xxx alloys have been extensively used for structural components in aerospace and automobile industries for the past 50 years. In the next decade, a great number of airplanes will be retired, providing an obvious source of valuable used metals and great demand for cost-effective methods to re-use these alloys. The design of proper aerospace alloys is primarily based on optimizing strength and ductility, both of which can be improved by controlling the additional alloying elements as well as heat treatment conditions. In this project, we explore the design of high-performance alloys with 7xxx as a base material. These designed alloys have to be optimized and improved to compare with modern 7xxx-series alloys and to remain competitive for aircraft manufacturing. Aerospace alloys are extremely complex with multiple alloying elements and numerous processing steps making optimization often intensive and costly. In the present study, we used Bayesian optimization algorithm, a well-known adaptive design strategy, to optimize this multi-variable system. An Al alloy was proposed and the relevant heat treatment schedules were optimized, using the tensile yield strength as the output to maximize. The designed alloy has a maximum yield strength and ultimate tensile strength of more than 730 and 760 MPa, respectively, and is thus comparable to the modern high strength 7xxx-series alloys. The microstructure of this alloy is characterized by electron microscopy, indicating that the increased strength of the alloy is due to the presence of a high number density of refined precipitates.

Keywords: aluminum alloys, Bayesian optimization, heat treatment, tensile properties

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Authors: L. Melzerová, T. Janda, M. Šejnoha, J. Šejnoha

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Two finite element (FEM) models are presented in this paper to address the random nature of the response of glued timber structures made of wood segments with variable elastic moduli evaluated from 3600 indentation measurements. This total database served to create the same number of ensembles as was the number of segments in the tested beam. Statistics of these ensembles were then assigned to given segments of beams and the Latin Hypercube Sampling (LHS) method was called to perform 100 simulations resulting into the ensemble of 100 deflections subjected to statistical evaluation. Here, a detailed geometrical arrangement of individual segments in the laminated beam was considered in the construction of two-dimensional FEM model subjected to in four-point bending to comply with the laboratory tests. Since laboratory measurements of local elastic moduli may in general suffer from a significant experimental error, it appears advantageous to exploit the full scale measurements of timber beams, i.e. deflections, to improve their prior distributions with the help of the Bayesian statistical method. This, however, requires an efficient computational model when simulating the laboratory tests numerically. To this end, a simplified model based on Mindlin’s beam theory was established. The improved posterior distributions show that the most significant change of the Young’s modulus distribution takes place in laminae in the most strained zones, i.e. in the top and bottom layers within the beam center region. Posterior distributions of moduli of elasticity were subsequently utilized in the 2D FEM model and compared with the original simulations.

Keywords: Bayesian inference, FEM, four point bending test, laminated timber, parameter estimation, prior and posterior distribution, Young’s modulus

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Authors: Anuradha Banerjee

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A mobile ad hoc network is an infrastructure less network, where nodes are free to move independently in any direction. The nodes have limited battery power; hence, we require energy efficient route discovery technique to enhance their lifetime and network performance. In this paper, we propose an energy-efficient route discovery technique CERD that greatly reduces the number of route requests flooded into the network and also gives priority to the route request packets sent from the routers that has communicated with the destination very recently, in single or multi-hop paths. This does not only enhance the lifetime of nodes but also decreases the delay in tracking the destination.

Keywords: ad hoc network, energy efficiency, flooding, node lifetime, route discovery

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Authors: E. Baltas, E. Feloni, G. Bariamis

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The operation of a network of hydrometeorological-hydrometric stations is basic infrastructure for the management of water resources, as well as, for flood protection. The assessment of water resources potential led to the necessity of adoption management practices including a multi-criteria analysis for the optimum design of the region’s station network. This research work aims at the optimisation of a new/existing network, using GIS methods. The planning of optimum network stations is based on the guidelines of international organizations such as World Meteorological Organization (WMO). The uniform spatial distribution of the stations, the drainage basin for the hydrometric stations and criteria concerning the low terrain slope, the accessibility to the stations and proximity to hydrological interest sites, were taken into consideration for its development. The abovementioned methodology has been implemented for two different areas the Florina municipality and the Argolis area in Greece, and comparison of the results has been conducted.

Keywords: GIS, hydrometeorological, hydrometric, network, optimisation

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Authors: Vishwesh Kulkarni, Nikhil Bellarykar

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Cellular complexity stems from the interactions among thousands of different molecular species. Thanks to the emerging fields of systems and synthetic biology, scientists are beginning to unravel these regulatory, signaling, and metabolic interactions and to understand their coordinated action. Reverse engineering of biological networks has has several benefits but a poor quality of data combined with the difficulty in reproducing it limits the applicability of these methods. A few years back, many of the commonly used predictive algorithms were tested on a network constructed in the yeast Saccharomyces cerevisiae (S. cerevisiae) to resolve this issue. The network was a synthetic network of five genes regulating each other for the so-called in vivo reverse-engineering and modeling assessment (IRMA). The network was constructed in S. cereviase since it is a simple and well characterized organism. The synthetic network included a variety of regulatory interactions, thus capturing the behaviour of larger eukaryotic gene networks on a smaller scale. We derive a new set of algorithms by solving a nonlinear optimization problem and show how these algorithms outperform other algorithms on these datasets.

Keywords: synthetic gene network, network identification, optimization, nonlinear modeling

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Authors: Svetlana K. Eden

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Movies and TV shows have long become part of modern culture. We all have our preferred genre, story, actors, and actresses. However, can we objectively discern good acting from the bad? As laymen, we are probably not objective, but what about the Oscar academy members? Are their votes based on objective measures? Oscar academy members are probably also biased due to many factors, including their professional affiliations or advertisement exposure. Heavily advertised films bring more publicity to their cast and are likely to have bigger budgets. Because a bigger budget may also help earn a Best Picture (BP) nomination, we hypothesize that best actor/actress (BA) nominees from BP-nominated movies would have higher chances of winning the award than those BA nominees from non-BP-nominated films. To test this hypothesis, three Bayesian hierarchical models are proposed, and their performance is evaluated. The results from all three models largely support our hypothesis. Depending on the proportion of BP nominations among BA nominees, the odds ratios (estimated over expected) of winning the BA award conditional on BP nomination vary from 2.8 [0.8-7.0] to 4.3 [2.0, 15.8] for actors and from 1.5 [0.0, 12.2] to 5.4 [2.7, 14.2] for actresses.

Keywords: Oscar, best picture, best actor/actress, bias

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Authors: Elham Saraee, Saurabh Singh, Margrit Betke

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Evaluation of a person’s posture while exercising is important in physical therapy. During a therapy session, a physical therapist or a monitoring system must assure that the person is performing an exercise correctly to achieve the desired therapeutic effect. In this work, we introduce a system called POSTURECHECK for exercise assessment in physical therapy. POSTURECHECK assesses the posture of a person who is exercising with the Proficio robotic arm while being recorded by the Microsoft Kinect interface. POSTURECHECK extracts unique features from the person’s upper body during the exercise, and classifies the sequence of postures as correct or incorrect using Bayesian estimation and majority voting. If POSTURECHECK recognizes an incorrect posture, it specifies what the user can do to correct it. The result of our experiment shows that POSTURECHECK is capable of recognizing the incorrect postures in real time while the user is performing an exercise.

Keywords: Bayesian estimation, majority voting, Microsoft Kinect, PostureCheck, Proficio robotic arm, upper body physical therapy

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Authors: M. Khouil, N. Saber, M. Mestari

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In this paper, a different architecture of a collision detection neural network (DCNN) is developed. This network, which has been particularly reviewed, has enabled us to solve with a new approach the problem of collision detection between two convex polyhedra in a fixed time (O (1) time). We used two types of neurons, linear and threshold logic, which simplified the actual implementation of all the networks proposed. The study of the collision detection is divided into two sections, the collision between a point and a polyhedron and then the collision between two convex polyhedra. The aim of this research is to determine through the AMAXNET network a mini maximum point in a fixed time, which allows us to detect the presence of a potential collision.

Keywords: collision identification, fixed time, convex polyhedra, neural network, AMAXNET

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Authors: Carlos Roncero-Parra, Alfonso Parreño-Torres, Jorge Mateo Sotos, Alejandro L. Borja

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In this research, different methods based on machine/deep learning algorithms are presented for the classification and diagnosis of patients with mental disorders such as alzheimer. For this purpose, the signals obtained from 32 unipolar electrodes identified by non-invasive EEG were examined, and their basic properties were obtained. More specifically, different well-known machine learning based classifiers have been used, i.e., support vector machine (SVM), Bayesian linear discriminant analysis (BLDA), decision tree (DT), Gaussian Naïve Bayes (GNB), K-nearest neighbor (KNN) and Convolutional Neural Network (CNN). A total of 668 patients from five different hospitals have been studied in the period from 2011 to 2021. The best accuracy is obtained was around 93 % in both ADM and ADA classifications. It can be concluded that such a classification will enable the training of algorithms that can be used to identify and classify different mental disorders with high accuracy.

Keywords: alzheimer, machine learning, deep learning, EEG

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Authors: S. Dhib, S. A. Addouche, T. Loukil, A. Elmhamedi

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In this paper, a reverse supply chain network is investigated for a decision making. This decision is surrounded by complex flows of returned products, due to the increasing quantity, the type of returned products and the variety of recovery option products (reuse, recycling, and refurbishment). The most important problem in the reverse logistic network (RLN) is to orient returned products to the suitable type of recovery option. However, returned products orientations from collect sources to the recovery disposition have not well considered in performance model. In this study, we propose a performance model for designing a network configuration on reverse logistics. Conceptual and analytical models are developed with taking into account operational, economic and environmental factors on designing network.

Keywords: reverse logistics, network design, performance model, open loop configuration

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Authors: Elnaz Lashgari, Emel Demircan

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Electromyography (EMG) is one of the most important interfaces between humans and robots for rehabilitation. Decoding this signal helps to recognize muscle activation and converts it into smooth motion for the robots. Detecting each muscle’s pattern during walking and running is vital for improving the quality of a patient’s life. In this study, EMG data from 10 muscles in 10 subjects at 4 different speeds were analyzed. EMG signals are nonlinear with high dimensionality. To deal with this challenge, we extracted some features in time-frequency domain and used manifold learning and Laplacian Eigenmaps algorithm to find the intrinsic features that represent data in low-dimensional space. We then used the Bayesian classifier to identify various patterns of EMG signals for different muscles across a range of running speeds. The best result for vastus medialis muscle corresponds to 97.87±0.69 for sensitivity and 88.37±0.79 for specificity with 97.07±0.29 accuracy using Bayesian classifier. The results of this study provide important insight into human movement and its application for robotics research.

Keywords: electromyography, manifold learning, ISOMAP, Laplacian Eigenmaps, locally linear embedding

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Authors: Ahmad M. Awwad, Jehad Al-Sadi

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The star network is one of the promising interconnection networks for future high speed parallel computers, it is expected to be one of the future-generation networks. The star network is both edge and vertex symmetry, it was shown to have many gorgeous topological proprieties also it is owns hierarchical structure framework. Although much of the research work has been done on this promising network in literature, it still suffers from having enough algorithms for load balancing problem. In this paper we try to work on this issue by investigating and proposing an efficient algorithm for load balancing problem for the star network. The proposed algorithm is called Star Clustered Dimension Exchange Method SCDEM to be implemented on the star network. The proposed algorithm is based on the Clustered Dimension Exchange Method (CDEM). The SCDEM algorithm is shown to be efficient in redistributing the load balancing as evenly as possible among all nodes of different factor networks.

Keywords: load balancing, star network, interconnection networks, algorithm

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Authors: Abdelfetah Laouzai, Rachid Ouafi

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In a traffic network, users usually choose their way so that it reduces their travel time between pairs origin-destination. This behavior might seem selfish as it produces congestions in different parts of the network. The traffic assignment problem (TAP) models the interactions between congestion and user travel decisions to obtain vehicles flows over each axis of the traffic network. The resolution methods of TAP serve as a tool allows predicting users’ distribution, identifying congesting points and affecting the travelers’ behavior in the choice of their route in the network following dynamic data. In this article, we will present a review about specific resolution approach of TAP. A comparative analysis is carried out on those approaches so that it highlights the characteristics, advantages and disadvantages of each.

Keywords: network traffic, travel decisions, approaches, traffic assignment, flows

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Authors: A. A. Behroozpoor, M. M. Mazarei

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In this paper, a fuzzy recurrent neural network is proposed for solving the classical quadratic control problem subject to linear equality and bound constraints. The convergence of the state variables of the proposed neural network to achieve solution optimality is guaranteed.

Keywords: REFERENCES [1] Xia, Y, A new neural network for solving linear and quadratic programming problems. IEEE Transactions on Neural Networks, 7(6), 1996, pp.1544–1548. [2] Xia, Y., & Wang, J, A recurrent neural network for solving nonlinear convex programs subject to linear constraints. IEEE Transactions on Neural Networks, 16(2), 2005, pp. 379–386. [3] Xia, Y., H, Leung, & J, Wang, A projection neural network and its application to constrained optimization problems. IEEE Transactions Circuits and Systems-I, 49(4), 2002, pp.447–458.B. [4] Q. Liu, Z. Guo, J. Wang, A one-layer recurrent neural network for constrained seudoconvex optimization and its application for dynamic portfolio optimization. Neural Networks, 26, 2012, pp. 99-109.

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Authors: Andi Darmawan, Dewi Retno Sari Saputro, Purnami Widyaningsih

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Diabetes mellitus (DM) is a chronic disease in human that occurred if pancreas cannot produce enough of insulin hormone or the body uses ineffectively insulin hormone which causes increasing level of glucose in the blood, or it was called hyperglycemia. In Indonesia, DM is a serious disease on health because it can cause blindness, kidney disease, diabetic feet (gangrene), and stroke. The type of DM criteria can also be divided based on the main causes; they are DM type 1, type 2, and gestational. Diabetes type 1 or previously known as insulin-independent diabetes is due to a lack of production of insulin hormone. Diabetes type 2 or previously known as non-insulin dependent diabetes is due to ineffective use of insulin while gestational diabetes is a hyperglycemia that found during pregnancy. The most one type commonly found in patient is DM type 2. The main factors of this disease are genetic (A) and life style (E). Those disease with 2 factors can be constructed with additive genetic and unique environment (AE) model. In this article was discussed parameter estimation of AE model using Bayesian method and the inheritance character simulation on parent-offspring. On the AE model, there are response variable, predictor variables, and parameters were capable of representing the number of population on research. The population can be measured through a taken random sample. The response and predictor variables can be determined by sample while the parameters are unknown, so it was required to estimate the parameters based on the sample. Estimation of AE model parameters was obtained based on a joint posterior distribution. The simulation was conducted to get the value of genetic variance and life style variance. The results of simulation are 0.3600 for genetic variance and 0.0899 for life style variance. Therefore, the variance of genetic factor in DM type 2 is greater than life style.

Keywords: AE model, Bayesian method, diabetes mellitus type 2, genetic, life style

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Authors: Betty Johanna Garzon Rozo, Jonathan Crook, Fernando Moreira

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Operational risk losses are heavy tailed and are likely to be asymmetric and extremely dependent among business lines/event types. We propose a new methodology to assess, in a multivariate way, the asymmetry and extreme dependence between severity distributions, and to calculate the capital for Operational Risk. This methodology simultaneously uses (i) several parametric distributions and an alternative mix distribution (the Lognormal for the body of losses and the Generalized Pareto Distribution for the tail) via extreme value theory using SAS®, (ii) the multivariate skew t-copula applied for the first time for operational losses and (iii) Bayesian theory to estimate new n-dimensional skew t-copula models via Markov chain Monte Carlo (MCMC) simulation. This paper analyses a newly operational loss data set, SAS Global Operational Risk Data [SAS OpRisk], to model operational risk at international financial institutions. All the severity models are constructed in SAS® 9.2. We implement the procedure PROC SEVERITY and PROC NLMIXED. This paper focuses in describing this implementation.

Keywords: operational risk, loss distribution approach, extreme value theory, copulas

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Authors: Paul Rowley, Adam Thirkill, Nick Doylend, Philip Leicester, Becky Gough

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The dynamic performance of all energy generation technologies is impacted to varying degrees by the stochastic properties of the wider system within which the generation technology is located. This stochasticity can include the varying nature of ambient renewable energy resources such as wind or solar radiation, or unpredicted changes in energy demand which impact upon the operational behaviour of thermal generation technologies. An understanding of these stochastic impacts are especially important in contexts such as highly distributed (or embedded) generation, where an understanding of issues affecting the individual or aggregated performance of high numbers of relatively small generators is especially important, such as in ESCO projects. Probabilistic evaluation of monitored or simulated performance data is one technique which can provide an insight into the dynamic performance characteristics of generating systems, both in a prognostic sense (such as the prediction of future performance at the project’s design stage) as well as in a diagnostic sense (such as in the real-time analysis of underperforming systems). In this work, we describe the development, application and outcomes of a new approach to the acquisition of datasets suitable for use in the subsequent performance and impact analysis (including the use of Bayesian approaches) for a number of distributed generation technologies. The application of the approach is illustrated using a number of case studies involving domestic and small commercial scale photovoltaic, solar thermal and natural gas boiler installations, and the results as presented show that the methodology offers significant advantages in terms of plant efficiency prediction or diagnosis, along with allied environmental and social impacts such as greenhouse gas emission reduction or fuel affordability.

Keywords: renewable energy, dynamic performance simulation, Bayesian analysis, distributed generation

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Authors: Gautier Viaud, Paul-Henry Cournède

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Plant growth models have been used extensively for the prediction of the phenotypic performance of plants. However, they remain most often calibrated for a given genotype and therefore do not take into account genotype by environment interactions. One way of achieving such an objective is to consider Bayesian hierarchical models. Three levels can be identified in such models: The first level describes how a given growth model describes the phenotype of the plant as a function of individual parameters, the second level describes how these individual parameters are distributed within a plant population, the third level corresponds to the attribution of priors on population parameters. Thanks to the Bayesian framework, choosing appropriate priors for the population parameters permits to derive analytical expressions for the full conditional distributions of these population parameters. As plant growth models are of a nonlinear nature, individual parameters cannot be sampled explicitly, and a Metropolis step must be performed. This allows for the use of a hybrid Gibbs--Metropolis sampler. A generic approach was devised for the implementation of both general state space models and estimation algorithms within a programming platform. It was designed using the Julia language, which combines an elegant syntax, metaprogramming capabilities and exhibits high efficiency. Results were obtained for Arabidopsis thaliana on both simulated and real data. An organ-scale Greenlab model for the latter is thus presented, where the surface areas of each individual leaf can be simulated. It is assumed that the error made on the measurement of leaf areas is proportional to the leaf area itself; multiplicative normal noises for the observations are therefore used. Real data were obtained via image analysis of zenithal images of Arabidopsis thaliana over a period of 21 days using a two-step segmentation and tracking algorithm which notably takes advantage of the Arabidopsis thaliana phyllotaxy. Since the model formulation is rather flexible, there is no need that the data for a single individual be available at all times, nor that the times at which data is available be the same for all the different individuals. This allows to discard data from image analysis when it is not considered reliable enough, thereby providing low-biased data in large quantity for leaf areas. The proposed model precisely reproduces the dynamics of Arabidopsis thaliana’s growth while accounting for the variability between genotypes. In addition to the estimation of the population parameters, the level of variability is an interesting indicator of the genotypic stability of model parameters. A promising perspective is to test whether some of the latter should be considered as fixed effects.

Keywords: bayesian, genotypic differentiation, hierarchical models, plant growth models

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